Historical Data

The Gemini marketplace conducts auctions for certain trading pairs every day (including weekends and holidays), which foster moments of elevated liquidity and price discovery. The Auction file contains the auction-only order book for the 4pm ET BTCUSD, ETHUSD, or ZECUSD auction on the Gemini exchange on weekdays (non-NYSE holidays).

The auction-only order book supports both market and limit orders. These orders rest on the auction-only book until the auction runs. Auction-only orders may be placed up until the auction runs but may not be cancelled after the final indicative price is published at 3:50pm ET

Only auction-only orders that were explicitly accepted to the book show up in this file. Orders that were placed but rejected due to insufficient funds or self-cross do not show up in this file. There is not an explicit close event portrayed in this file. An auction-only order is closed and off the books when that order id is either cancelled or filled with no quantity remaining. Fill events are portrayed as a single rows for each order filled during the auction; both continuous book and auction book orders may be filled. Auction-only orders are distinguished by the Execution Option value auction-only.

Order Book data on cryptocurrencies such as Bitcoin and Ethereum recorded by Gemini, a digital asset exchange. The offering shows open orders at the beginning of the day, orders placed, filled, and canceled during the day and are distinguished by the Event Type field. A filter to only receive the Fill events is also available. Auction data is not included. The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:

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